By the tools, volatility and GARCH model, this chapter chooses the stock market of Taiwan and Japan as the study objects to test the effect of introducing stock index futures.
运用波动率和GARCH模型两个工具，结合所获得数据的具体情况对日本和台湾进行实证分析，分析股指期货推出前后股票现货市场的波动情况。
By the tools, volatility and GARCH model, this chapter chooses the stock market of Taiwan and Japan as the study objects to test the effect of introducing stock index futures.
运用波动率和GARCH模型两个工具，结合所获得数据的具体情况对日本和台湾进行实证分析，分析股指期货推出前后股票现货市场的波动情况。
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